Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 569,818 CHF | 571,818 CHF | 92.22% | 92.22% |
13/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 569,608 CHF | 571,608 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 552,836 CHF | 554,836 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 491,912 CHF | 493,912 CHF | 100.00% | 100.00% |
07/05/2024 | 0.45% | 2.36 CHF | 2.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 447,729 CHF | 449,729 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 399,023 CHF | 401,023 CHF | 100.00% | 100.00% |
03/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 366,387 CHF | 368,387 CHF | 94.52% | 94.52% |
02/05/2024 | 0.56% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 359,394 CHF | 361,394 CHF | 100.00% | 100.00% |
30/04/2024 | 0.52% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 383,784 CHF | 385,784 CHF | 100.00% | 100.00% |
29/04/2024 | 0.49% | 1.96 CHF | 1.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 405,177 CHF | 407,177 CHF | 100.00% | 100.00% |